explore | Grilled Cheese

Asia open, Monday Sep 28.

Dealers are short gamma on Japan's Nikkei and the curve is in backwardation. That is a stress signal.
Vol is crushed on Australia's ASX 200 and dealers are short gamma. The market is not pricing anything yet.

#volatility #derivatives #quant

The negativity spiral explained

From $133 to $50 and back. Why high-beta stock investors flip from euphoric to furious overnight.

#AST #stockmarket #volatility #investing

Catch the full episode on Spotify - https://open.spotify.com/show/5u6rTxenTvGw4STNbjswAk?si=8LcaG1TAQfumiwZhRoAUOA

#Bond #Volatility Is Exploding. #Stock Volatility Isn't. That's The Problem

New research finds that the expansion of 0DTE SPX options reduced the cost of equity tail protection, with investors increasingly concentrating put purchases in contracts expiring within 0-2 days. spkl.io/633237TgL3 #Options #Volatility

As the U.S. Treasury market faces a massive surge in volatility, Bitcoin and Wall Street remain unexpectedly calm, signaling a decoupling of traditional risk-asset correlations.
#crypto #Bitcoin #Volatility

As a result, #volatility in the equity market has not matched the volatility in the bond market.

Bond volatility hits March high while bitcoin and stocks stay calm

https://newisty.com/blog/bond-volatility-hits-march-high-while-bitcoin-and-stocks-stay-calm?utm_source=social&utm_campaign=crypto_news

#bitcoin #markets #volatility

Bond volatility hits March high while bitcoin and stocks stay calm

https://newisty.com/blog/bond-volatility-hits-march-high-while-bitcoin-and-stocks-stay-calm?utm_source=social&utm_campaign=crypto_news

#bitcoin #markets #volatility

EU vol radar for Friday Sep 25.

Vol is crushed on Germany's DAX and dealers are short gamma. The market is not pricing anything yet.
Implied vol on France's CAC 40 is at the floor and gamma is negative. Quiet surface, fragile underneath.

#volatility #derivatives #quant

Asia Pacific vol radar for Friday Sep 25.

Dealers are short gamma on the FTSE China 50 with vol at lows. Thin cushion, fragile setup.
Dealers are long gamma on India's Nifty 50, so swings should stay contained.

#volatility #derivatives #quant

Рыночная волатильность — это не только рост, но и ловушки FOMO. Вместо того чтобы гнаться за ценой на пике, фокусируйтесь на дисциплине: используйте стоп-лоссы, управляйте текущими позициями вместо новых входов и ждите фазы охлаждения. #Bitcoin #Trading #Crypto #Volatility #RiskManagement

Levels to know before the open, Sep 24.

$SPY 763.01, gamma flip at 766, put wall 745 and call wall 785.
$QQQ 733.17, flip at 737.4.
$VIX at 14.29.

Vol regime normal, SPY implied move 1.60% either way. Dealers are short gamma on SPY, so moves can get amplified.

#optionstrading #stocks #volatility

EU vol radar for Thursday Sep 24.

Implied vol on Sweden's OMX sits near the floor. The market is not pricing much yet.
FTSE Europe sits between vol regimes with no clear signal yet.

#volatility #derivatives #quant

#investor #oil #oil price #Oil prices #price volatility #prices #volatility
🌐 www.newsmart.ch

Asia desk view, Thursday Sep 24.

The dealer cushion is in place on Korea's KOSPI and the vol term structure is healthy. Orderly carry.
Long dealer gamma on MSCI China keeps the tape in a range for now.

#volatility #derivatives #quant

The 10 year sold off 3.39 sigma, stocks and bonds fell together, and the $VIX rose just 0.75. Low implied correlation is holding index vol down, and that is the risk.

https://newsletter.crossvolresearch.com/p/the-vix-is-too-calm-for-a-34-sigma

#volatility #options #derivatives